-5.2%
ROP vs HUBB
+57.0%
-62.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +0.7% | +1.8% | -1.0% | +0.6% |
| 30D | +28.8% | -7.7% | +36.5% | +29.6% |
| 3M | +21.1% | -13.6% | +34.6% | +22.5% |
| 6M | +52.5% | -9.1% | +61.7% | +52.7% |
| YTD | +8.9% | -0.7% | +9.6% | +6.3% |
| 1Y | +8.2% | +1.1% | +7.2% | +5.2% |
| 3Y | -5.2% | +56.2% | -61.3% | -18.7% |
| All | -5.2% | +57.0% | -62.2% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling